+4,785.6%
FLEX vs ES
+822.9%
+3,962.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +2.1% | -15.7% | -14.4% |
| 7D | -28.3% | +5.9% | -34.2% | -30.1% |
| 30D | -45.0% | +10.2% | -55.2% | -47.4% |
| 3M | -45.2% | +0.4% | -45.7% | -45.7% |
| 6M | -30.8% | +6.9% | -37.7% | -33.6% |
| YTD | +10.4% | +10.5% | -0.1% | +4.0% |
| 1Y | +2.3% | +3.2% | -0.9% | -1.5% |
| 3Y | +238.9% | +49.0% | +189.8% | +171.9% |
| 5Y | +386.0% | +4.5% | +381.5% | +345.7% |
| 10Y | +551.1% | +92.3% | +458.8% | +332.7% |
| All | +4,785.6% | +822.9% | +3,962.6% | +1,578.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling